The company's executive chairman John Alexander has written a scathing open letter daring Independent MP Andrew Wilkie to make his accusations without the cover of parliamentary privilege.

"If he believes he has evidence of wrongdoing, he should stop the political games, step out of the parliament and make his claims without privilege," Mr Alexander wrote in the letter the Australian said would be published nationally.

"He should also report any information he has in his possession directly to the relevant authorities."

The Australian Federal Police will investigate allegations tabled in parliament that Crown modified machines to boost gambling losses, ignored drug use and domestic violence, and allowed gamblers to get around money laundering laws at its Melbourne precinct.

Mr Wilkie, other crossbench senators and the Greens are demanding and independent inquiry after the video of whistleblowers' allegations emerged on Wednesday.